Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-02-09 0.331879 0.364158 0.399312 0.440634 0.488127 0.541304 0.605770
2025-02-16 0.288560 0.329374 0.376381 0.435105 0.507330 0.594375 0.708964
2025-02-23 0.252530 0.296577 0.349427 0.418550 0.508169 0.622773 0.784445
2025-03-02 0.224067 0.269072 0.324847 0.400552 0.503085 0.641004 0.847818
2025-03-09 0.208886 0.256187 0.316650 0.401742 0.522123 0.692657 0.965465
2025-03-16 0.200118 0.250407 0.316629 0.413183 0.555872 0.769067 1.134446
2025-03-23 0.190529 0.242502 0.312706 0.418274 0.580460 0.834869 1.300245
2025-03-30 0.181114 0.233944 0.306906 0.419665 0.599079 0.893463 1.466576
2025-04-06 0.171725 0.224639 0.299133 0.417045 0.610604 0.941461 1.624346
2025-04-13 0.159720 0.210797 0.283681 0.401031 0.598057 0.945128 1.693802
2025-04-20 0.153667 0.205113 0.279805 0.402747 0.615349 1.005196 1.898564
2025-04-27 0.147827 0.199338 0.275309 0.402911 0.629718 1.061757 2.112141
2025-05-04 0.141223 0.192241 0.268593 0.399301 0.637803 1.109259 2.325486
2025-05-11 0.136329 0.187424 0.265075 0.400724 0.655328 1.179501 2.625743
2025-05-18 0.129151 0.178725 0.254841 0.389629 0.647529 1.193647 2.774421
2025-05-25 0.121901 0.169572 0.243363 0.375464 0.632169 1.188399 2.864194
2025-06-01 0.118549 0.166320 0.241266 0.377877 0.650330 1.264247 3.248058
2025-06-08 0.117156 0.166049 0.243998 0.389226 0.688272 1.396106 3.903288
2025-06-15 0.114703 0.163941 0.243491 0.394438 0.713802 1.502721 4.539758
2025-06-22 0.111774 0.160911 0.241215 0.396043 0.731552 1.592864 5.177996
2025-06-29 0.108390 0.156979 0.237154 0.393821 0.740300 1.659926 5.766399
2025-07-06 0.103181 0.149835 0.227148 0.379134 0.718367 1.632592 5.851791
2025-07-13 0.100879 0.147427 0.225359 0.380791 0.735526 1.727925 6.705362